+197.3%
MKSI vs USFR
+14.1%
+183.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.8% |
| 7D | +2.7% | +0.1% | +2.6% | +3.9% |
| 30D | -12.8% | +0.4% | -13.2% | -9.9% |
| 3M | -22.5% | +1.0% | -23.6% | -15.0% |
| 6M | +19.4% | +2.0% | +17.4% | +38.7% |
| YTD | +67.7% | +2.8% | +65.0% | +102.0% |
| 1Y | +131.4% | +4.1% | +127.3% | +195.3% |
| 3Y | +197.3% | +14.1% | +183.2% | +360.8% |
| All | +197.3% | +14.1% | +183.2% | +360.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling